Not that obscure but if you want to watch something thrilling, visceral and morally ambiguous there is only one choice:

Blue Velvet.

It knocked my socks off.

Blue Velvet's nuts. First time I saw it (80s?) I'd just eaten a large falafel roll and that Hopper/Rossalini scene was so traumatic I struggled with indigestion through the whole movie. I love David Lynch. Twin Peaks ... Mulholland Drive (even more mysterious and traumatic). Eraserhead was too bleak for me, though.